@DataLife, that's it. It's nothing you're missing, I made a false assumption about the executable - it won't transfer from one machine to another.
It looks like the program yadisk-direct.exe that got installed from GitHub assumes you've got python installed (makes perfect sense, of course), and you'll have to download it from GitHub. My bad, sorry.
Do you have python on your machine? If so, you can probably just do "pip3 install wldhx.yadisk-direct" or "pip install wldhx.yadisk-direct".
Otherwise I don't think it's going to work.